Peg Instability Detector — 2026-08-05
Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-08-04T22:35:00+00:00 → 2026-08-05T22:29:30+00:00
Pipeline version: 2.0.0
🛡️ Composite Risk Scores
High score = higher risk
Per-Coin Results
| Coin | Price | Off Peg (bps) | Composite Score | Risk Level | Lane 1 | Lane 2 | Lane 3 | Trend |
|---|---|---|---|---|---|---|---|---|
| DAI | $0.9999 | 1 | 0.3719 | Moderate | 0.004 | 1.000 | 0.101 | stable |
| FDUSD | $0.9973 | 27 | 0.6363 | High | 0.596 | 1.000 | 0.091 | stable |
| USDC | $0.9996 | 4 | 0.3776 | Moderate | 0.022 | 1.000 | 0.088 | stable |
| USDT | $0.9991 | 9 | 0.3866 | Moderate | 0.043 | 1.000 | 0.088 | unknown |
| USDe | $0.9997 | 3 | 0.3745 | Moderate | 0.015 | 1.000 | 0.089 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6363 | changepoint | FDUSD: High risk (score 0.6363). Price at $0.9973 (27 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9999 (1 bps off peg)
- Composite score: 0.3719 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0037
- Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.1010
- MiPD score: 0.1273 (vol: 0.000117, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9973 (27 bps off peg)
- Composite score: 0.6363 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.5956
- Persistence: 266m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: attention (monitor)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.0915
- MiPD score: 0.1100 (vol: 0.000049, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9996 (4 bps off peg)
- Composite score: 0.3776 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0222
- Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.0879
- MiPD score: 0.1035 (vol: 0.000030, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9991 (9 bps off peg)
- Composite score: 0.3866 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0425
- Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.0876
- MiPD score: 0.1030 (vol: 0.000024, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDe
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3745 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0151
- Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.0887
- MiPD score: 0.1049 (vol: 0.000044, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology